-1.0%
NCLH vs LTH
+84.0%
-85.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.3% | +0.4% | +3.2% |
| 7D | +15.8% | +9.9% | +6.0% | +10.1% |
| 30D | +25.1% | +18.3% | +6.8% | +14.2% |
| 3M | -7.3% | +5.9% | -13.3% | -10.3% |
| 6M | +8.1% | +80.3% | -72.2% | -22.3% |
| YTD | -16.7% | +78.3% | -95.0% | -37.7% |
| 1Y | -1.0% | +81.0% | -82.0% | -26.9% |
| All | -1.0% | +84.0% | -85.1% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling